-35.8%
APLD vs MULL
+337.5%
-373.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -4.3% |
| 7D | +19.6% | +43.3% | -23.7% | +5.7% |
| 30D | -24.5% | -37.4% | +13.0% | -13.8% |
| 3M | -45.6% | -36.8% | -8.7% | -39.4% |
| 6M | -61.4% | -36.9% | -24.6% | -64.3% |
| YTD | -30.9% | +250.7% | -281.5% | -72.3% |
| 1Y | -35.8% | +337.6% | -373.4% | -77.4% |
| All | -35.8% | +337.5% | -373.3% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling